+20,586.3%
ISRG vs GME
+1,450.5%
+19,135.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.9% | -7.3% | -3.6% |
| 7D | +4.8% | +3.7% | +1.1% | +4.6% |
| 30D | +9.2% | +2.2% | +7.0% | +9.1% |
| 3M | +21.2% | +30.6% | -9.5% | +19.1% |
| 6M | +0.2% | -0.2% | +0.4% | 0.0% |
| YTD | -20.1% | +25.1% | -45.2% | -21.4% |
| 1Y | -17.3% | +17.7% | -35.0% | -18.4% |
| 3Y | +63.3% | +85.7% | -22.3% | +44.7% |
| 5Y | +24.1% | -52.9% | +77.0% | +15.4% |
| 10Y | +507.0% | +504.9% | +2.0% | +159.2% |
| All | +20,586.3% | +1,450.5% | +19,135.8% | +7,371.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling